-30.4%
ELAN vs AVTR
-64.6%
+34.2%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.5% | +1.8% | +1.5% |
| 7D | -5.4% | -1.1% | -4.4% | -5.1% |
| 30D | +4.7% | +6.3% | -1.6% | +2.2% |
| 3M | -3.7% | +53.3% | -57.0% | -18.8% |
| 6M | -1.2% | +78.6% | -79.8% | -21.4% |
| YTD | +2.4% | +29.2% | -26.8% | -9.1% |
| 1Y | +23.4% | +13.8% | +9.5% | +11.1% |
| 3Y | +96.7% | -27.4% | +124.1% | +102.0% |
| All | -30.4% | -64.6% | +34.2% | -11.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AVTR.
Daily Out/Under-Performance
Portfolio return minus AVTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVTR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded AVTR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling